Forward rank‐dependent performance criteria : Time‐consistent investment under probability distortion
| Year of publication: |
2021
|
|---|---|
| Authors: | He, Xue Dong ; Strub, Moris S. ; Zariphopoulou-Souganidis, Thaleia |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 31.2021, 2 (21.01.), p. 683-721
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12298 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012538277